← positive_eps_streak (all companies) · WAL (all signals) · all methodology
positive_eps_streak on WESTERN ALLIANCE BANCORPORATION (WAL)
SIC 6022 — State Commercial Banks · CIK 1212545 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on WAL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | +0.67% | -7.05% | -21.09% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.97% | -4.94% | -5.65% | -15.44% | +7.52% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.93% | +5.38% | +12.27% | +9.90% | +49.87% |
| FY2022 | 2023-02-23 | 2023-02-23 | +0.45% | +0.73% | -57.48% | -52.68% | -18.63% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.59% | -10.05% | -8.08% | -18.28% | -19.77% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.84% | -0.97% | +0.55% | +5.03% | -3.02% |
| FY2019 | 2020-03-02 | 2020-03-02 | -5.69% | -31.04% | -35.61% | -13.63% | +100.81% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.13% | -5.09% | -11.46% | -6.15% | +4.02% |
| FY2017 | 2018-02-26 | 2018-02-26 | -1.56% | +1.03% | -3.79% | +3.01% | -23.04% |
| FY2016 | 2017-02-28 | 2017-02-28 | +3.29% | -0.33% | -6.93% | -11.60% | +13.21% |
| FY2015 | 2016-02-16 | 2016-02-16 | +0.37% | -0.88% | +5.26% | +15.94% | +78.60% |
| FY2014 | 2015-02-17 | 2015-02-17 | -2.04% | -0.59% | +4.28% | +9.83% | +2.76% |
| FY2013 | 2014-02-21 | 2014-02-21 | +2.20% | +6.14% | +12.60% | +2.84% | +30.20% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.